+45.9%
TEM vs UDR
-3.0%
+48.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | -9.2% | -3.4% | -5.8% | -6.8% |
| 30D | +5.5% | -5.4% | +10.9% | +9.8% |
| 3M | +18.7% | -10.0% | +28.7% | +27.2% |
| 6M | +15.4% | -2.5% | +17.9% | +15.3% |
| YTD | -0.5% | -1.1% | +0.6% | -2.6% |
| 1Y | -24.8% | -3.9% | -21.0% | -24.2% |
| All | +45.9% | -3.0% | +48.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling